{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/a-huber-loss-based-super-learner-with","title":"A Huber loss-based super learner with applications to healthcare expenditures","arxiv_id":"2205.06870","date":"2022-05-13","proceeding":null,"authors":["Ziyue Wu","David Benkeser"],"abstract":"Complex distributions of the healthcare expenditure pose challenges to statistical modeling via a single model. Super learning, an ensemble method that combines a range of candidate models, is a promising alternative for cost estimation and has shown benefits over a single model. However, standard approaches to super learning may have poor performance in settings where extreme values are present, such as healthcare expenditure data. We propose a super learner based on the Huber loss, a \"robust\" loss function that combines squared error loss with absolute loss to down-weight the influence of outliers. We derive oracle inequalities that establish bounds on the finite-sample and asymptotic performance of the method. We show that the proposed method can be used both directly to optimize Huber risk, as well as in finite-sample settings where optimizing mean squared error is the ultimate goal. For this latter scenario, we provide two methods for performing a grid search for values of the robustification parameter indexing the Huber loss. Simulations and real data analysis demonstrate appreciable finite-sample gains in cost prediction and causal effect estimation using our proposed method.","url_abs":"https://arxiv.org/abs/2205.06870v1","url_pdf":"https://arxiv.org/pdf/2205.06870v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"a-huber-loss-based-super-learner-with","repo_url":"https://github.com/wuziyueemory/huber-loss-based-superlearner","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[{"method_slug":"huber-loss","method_name":"Huber loss"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}